+938.2%
MU vs FDS
-23.2%
+961.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +12.8% | +1.5% | +11.3% | +12.9% |
| 30D | -14.9% | +14.8% | -29.7% | -14.0% |
| 3M | -18.0% | +16.3% | -34.3% | -17.0% |
| 6M | -3.1% | +66.2% | -69.4% | -4.1% |
| YTD | +172.9% | +16.2% | +156.7% | +189.0% |
| 1Y | +228.8% | +21.8% | +207.0% | +241.9% |
| 3Y | +950.8% | -23.9% | +974.7% | +1,146.6% |
| All | +938.2% | -23.2% | +961.4% | +1,104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling